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Cubature Information Filters Using High-Degree and Embedded Cubature Rules
Circuits, Systems, and Signal Processing, 2014The information form of the Kalman filter (KF) is preferred over standard covariance filters in multiple sensor fusion problems. Aiming at this issue, two types of cubature information filters (CIF) for nonlinear systems are presented in this article. The two approaches, which we have named the embedded cubature information filter (ECIF) and the fifth ...
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Optimal Quantization Methods I: Cubatures
2018This chapter is a first introduction to optimal vector quantization and its application to numerical probability. Optimal quantization produces the best approximation of probability distribution by finitely supported distributions in the sues of the Wasserstein distance.
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Adaptive Cubatures on Triangle
Results in Mathematics, 2009The aim of this work is to present a flexible MATLAB implementation of adaptive cubature algorithms on triangle. The implementation presented allows selection of cubature formula, flexible subdivision strategy, restarting and graphical execution tracing. Some numerical examples and tests are given.
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2013
In problems that deal with data, as frequently encountered in applied mathematics, it is often necessary to discretize integrals to obtain discrete processes of approximation. Cubature formulas, a synonym for numerical integration formulas, are essential tools for discretizing integrals.
Feng Dai, Yuan Xu
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In problems that deal with data, as frequently encountered in applied mathematics, it is often necessary to discretize integrals to obtain discrete processes of approximation. Cubature formulas, a synonym for numerical integration formulas, are essential tools for discretizing integrals.
Feng Dai, Yuan Xu
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Cubature rules are indispensable tools in scientific computing and applied sciences whenever evaluating or discretizing integrals is needed. This monograph is the first comprehensive resource devoted to cubature rules in English since Stroud's classic 1971 book, and the first book about minimal cubature rules.
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